Export rigid (non-skinned) animation from Blender for consumption by AssImp
I tried performing the steps in v2.65 r53189 and it exports the animations correctly.
It seems that in v2.66.1 r55078 the Collada export does not output the keyframes correctly.

In the end, I decided to take iKlsR's advice and use x format since it allows me to use the newest version of Blender and is still compatible with AssImp.  It also allows me to flip the z and y axes which is a bonus!